Green’s Dictionary of Slang

(US) a euph. for god-damn n.¹

1880		Nat. Police Gaz. (NY) 25 Dec. 2/2: If his feelings are wright up, he gives them vent in the harmless ‘gosh darn’ or ‘I’ll be blamed’.
1908		N.-Y. American 3 July in Fleming Unforgettable Season (1981) 113: Nobody seemed to know where [...] Johnstone might be, and nobody seemed to give a gosh darn.